[jira] [Created] (RNG-134) BoxSampler to sampler uniformly from a box (or hyperrectangle)

["Alex Herbert (Jira)" <ji...@apache.org>]

Alex Herbert created RNG-134:
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             Summary: BoxSampler to sampler uniformly from a box (or hyperrectangle)
                 Key: RNG-134
                 URL: https://issues.apache.org/jira/browse/RNG-134
             Project: Commons RNG
          Issue Type: New Feature
          Components: sampling
    Affects Versions: 1.4
            Reporter: Alex Herbert
            Assignee: Alex Herbert


Create a sampler to sample uniformly within a [hyperrectangle|https://en.wikipedia.org/wiki/Hyperrectangle].

Alternative names for a hyperrectangle are a box or an orthotope. Below I use the term box for simplicity and to match the BallSampler for an n-ball.
 
{code:java}
public abstract class BoxSampler implements 
        SharedStateSampler<BoxSampler> {
    public static BoxSampler of(double[] a,
                                    double[] b,
                                    UniformRandomProvider rng);
}
{code}

Inputs {{a}} and {{b}} are the minimum and maximum of the box in each dimension.

Sampling can be performed using the same method as the LineSampler but using a uniform deviate for each dimension (instead of the same deviate for all dimensions):
{noformat}
p = a + u * (b - a)
  = a + ub - ua
  = (1 - u)a + ub
{noformat}
This will produce the same results as using an instance of the the {{ContinuousUniformSampler}} for each dimension with all samplers using a common RNG.
 



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